The following pages link to (Q3042112):
Displaying 41 items.
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- A Lamperti-type representation of continuous-state branching processes with immigration (Q373588) (← links)
- Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Some properties of doubly skewed CIR processes (Q891388) (← links)
- Stochastic flows and an interface SDE on metric graphs (Q898398) (← links)
- On solutions of stochastic differential equations with drift (Q1122220) (← links)
- Strong solutions to stochastic differential equations with rough coefficients (Q1647735) (← links)
- Stability problems for Cantor stochastic differential equations (Q1683816) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- Large-noise asymptotic for one-dimensional diffusions (Q1781186) (← links)
- Generalized integration and stochastic ODEs (Q1872259) (← links)
- On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes (Q1943323) (← links)
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
- `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century (Q2101894) (← links)
- Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients (Q2312630) (← links)
- Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients (Q2330414) (← links)
- Protected polymorphisms and evolutionary stability of patch-selection strategies in stochastic environments (Q2355794) (← links)
- Young differential equations with power type nonlinearities (Q2402434) (← links)
- Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698) (← links)
- One-dimensional stochastic differential equations with generalized and singular drift (Q2447741) (← links)
- Pathwise uniqueness for a degenerate stochastic differential equation (Q2460330) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- Asymmetric skew Bessel processes and their applications to finance (Q2571223) (← links)
- Strong comparison of solutions of one-dimensional stochastic differential equations (Q2639424) (← links)
- Transport distances for PDEs: the coupling method (Q2656613) (← links)
- On expected utility in optimal stopping of diffusions (Q2661572) (← links)
- On a skew stable Lévy process (Q2680390) (← links)
- Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients (Q2865107) (← links)
- Mean stochastic comparison of diffusions (Q3322949) (← links)
- DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS (Q4608110) (← links)
- Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients (Q5086436) (← links)
- On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach (Q5126528) (← links)
- Uniform convergence of conditional distributions for absorbed one-dimensional diffusions (Q5214998) (← links)
- Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale (Q5374167) (← links)
- Representation of solutions to sticky stochastic differential equations (Q5887748) (← links)
- Stochastic differential equations with discontinuous diffusion coefficients (Q6050286) (← links)
- The skew Brownian permuton: A new universality class for random constrained permutations (Q6075083) (← links)
- Martingales in Japan (Q6096239) (← links)
- One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients (Q6130367) (← links)
- Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients (Q6147699) (← links)
